Browsing by Subject "GARCH model"

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2015-03-23

The copula GARCH model for time varying betas in the banking sector

Nikolaidis, Dimitris
2023-04-27

Modeling the volatility of Day-Ahead Electricity prices in Greece

Giantas, Kamila Anna
2015-03-30

The pricing efficiency of the Heston - Nandi GARCH option valuation model : empirical evidence from the CAC40 index options market

Xyngis, Georgios

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The International Hellenic University (IHU) was established in October 2005 by Law No. 3391 and is based in Thessaloniki, Greece. The IHU is Greece's first public university where programmes are taught exclusively in English.

Browsing by Subject "GARCH model"

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